Below, here are the FOUR search regex, to enter in the Find what zone, in order to delete :
A) All lines containing the string MEX, in that EXACT case
(?-is)^.*MEX.*\R
B) All lines containing the string MEX, WHATEVER its case
(?i-s)^.*MEX.*\R
C) All lines containing the word MEX, in that EXACT case
(?-is)^.*\bMEX\b.*\R